+470.4%
VRTX vs ET
+160.8%
+309.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | +8.0% | -2.5% | +10.5% | +8.4% |
| 3M | +4.3% | -4.9% | +9.1% | +4.9% |
| 6M | +18.9% | -0.1% | +19.0% | +18.7% |
| YTD | +18.8% | +26.2% | -7.4% | +14.4% |
| 1Y | +24.0% | +25.2% | -1.2% | +19.5% |
| 3Y | +42.1% | +84.2% | -42.0% | +28.4% |
| 5Y | +187.6% | +216.1% | -28.5% | +138.9% |
| All | +470.4% | +160.8% | +309.6% | +384.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling